ConditionalExpectationEstimator (finmath lib 5.0.5 API)

All Known Implementing Classes:

MonteCarloConditionalExpectationRegression, MonteCarloConditionalExpectationRegressionLocalizedOnDependents
```
public interface ConditionalExpectationEstimator
```
The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( · | Z ) for a fixed Z.

Version:

1.0

Author:

Christian Fries

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`RandomVariable`	`getConditionalExpectation(RandomVariable randomVariable)`	Return the conditional expectation of a given random variable.

- Method Detail
  - getConditionalExpectation
```
RandomVariable getConditionalExpectation(RandomVariable randomVariable)
```
    Return the conditional expectation of a given random variable. The definition of the filtration time is part of the object implementing this interface.
    
    Parameters:
    
    randomVariable - Given random variable.
    
    Returns:
    
    The conditional expectation of randomVariable.